copy rinkeby deploy folder and rename to goerli

packages/contracts.json

@@ -43,5 +43,28 @@
         "perpHedgingReactor": "0xDd418b4Ec8396191D08957bD42F549e215B8e89a",
         "USDC": "0xFF970A61A04b1cA14834A43f5dE4533eBDDB5CC8",
         "WETH": "0x82aF49447D8a07e3bd95BD0d56f35241523fBab1"
+    },
+    "arbitrumGoerli": {
+        "OpynController": "0x11a602a5F5D823c103bb8b7184e22391Aae5F4C2",
+        "OpynAddressBook": "0xd6e67bF0b1Cdb34C37f31A2652812CB30746a94A",
+        "OpynOracle": "0x35578F5A49E1f1Cf34ed780B46A0BdABA23D4C0b",
+        "OpynNewCalculator": "0xcD270e755C2653e806e16dD3f78E16C89B7a1c9e",
+        "OpynOptionRegistry": "0x48A74b742bd97545ace8B0876F5BA7ED19DF6579",
+        "priceFeed": "0xDcA6c35228acb82363406CB2e7eee81B40c692aE",
+        "volFeed": "0x9Fc909273C6aF5b6fFd389Fa2B44492ff88a3be6",
+        "optionProtocol": "0x865Bd85b7275a33C87E8a7E31a125DD6338e6747",
+        "liquidityPool": "0x2ceDe96cd46C9B751EeB868A57FEDeD060Dbe6Bf",
+        "authority": "0xA524f4F9046a243c67A07dDE2D9477bf320Ed89E",
+        "portfolioValuesFeed": "0xbFC1eDc5c07ada83e0244b37A784486633910cD7",
+        "optionHandler": "0x8a265fa22aa5AF86fa763dC2cF04661bf06A52E6",
+        "opynInteractions": "0x5e5A98E2F7c71B159B9Ed771E4138d4B2464708c",
+        "normDist": "0xf63395764CAA20a54bF33fdCCdbC03b2BDc67453",
+        "BlackScholes": "0x8D3ac248d2598c0C43e1D48e5ad59093F9Cb1d40",
+        "optionsCompute": "0x8090b463afd758B59089905dc956300824cb2388",
+        "accounting": "0xCCc6ebF870aCcD83043e8dafaeB4366A4D1a2836",
+        "uniswapV3HedgingReactor": "0xE5b8F3b414a80b8C40ba438292Eb37918324d285",
+        "perpHedgingReactor": "0x34f5c89fC6b053728F264cd7f9F1cdFB887AEf86",
+        "USDC": "0x6775842ae82bf2f0f987b10526768ad89d79536e",
+        "WETH": "0x53320bE2A35649E9B2a0f244f9E9474929d3B699"
     }
 }

packages/contracts/contracts.json

@@ -82,5 +82,28 @@
 
 		"USDC": "0x0000000000000000000000000000000000000000",
 		"WETH": "0x0000000000000000000000000000000000000000"
+	},
+	"arbitrumGoerli": {
+		"OpynController": "0x11a602a5F5D823c103bb8b7184e22391Aae5F4C2",
+		"OpynAddressBook": "0xd6e67bF0b1Cdb34C37f31A2652812CB30746a94A",
+		"OpynOracle": "0x35578F5A49E1f1Cf34ed780B46A0BdABA23D4C0b",
+		"OpynNewCalculator": "0xcD270e755C2653e806e16dD3f78E16C89B7a1c9e",
+		"OpynOptionRegistry": "0x48A74b742bd97545ace8B0876F5BA7ED19DF6579",
+		"priceFeed": "0xDcA6c35228acb82363406CB2e7eee81B40c692aE",
+		"volFeed": "0x9Fc909273C6aF5b6fFd389Fa2B44492ff88a3be6",
+		"optionProtocol": "0x865Bd85b7275a33C87E8a7E31a125DD6338e6747",
+		"liquidityPool": "0x2ceDe96cd46C9B751EeB868A57FEDeD060Dbe6Bf",
+		"authority": "0xA524f4F9046a243c67A07dDE2D9477bf320Ed89E",
+		"portfolioValuesFeed": "0xbFC1eDc5c07ada83e0244b37A784486633910cD7",
+		"optionHandler": "0x8a265fa22aa5AF86fa763dC2cF04661bf06A52E6",
+		"opynInteractions": "0x5e5A98E2F7c71B159B9Ed771E4138d4B2464708c",
+		"normDist": "0xf63395764CAA20a54bF33fdCCdbC03b2BDc67453",
+		"BlackScholes": "0x8D3ac248d2598c0C43e1D48e5ad59093F9Cb1d40",
+		"optionsCompute": "0x8090b463afd758B59089905dc956300824cb2388",
+		"accounting": "0xCCc6ebF870aCcD83043e8dafaeB4366A4D1a2836",
+		"uniswapV3HedgingReactor": "0xE5b8F3b414a80b8C40ba438292Eb37918324d285",
+		"perpHedgingReactor": "0x34f5c89fC6b053728F264cd7f9F1cdFB887AEf86",
+		"USDC": "0x6775842ae82bf2f0f987b10526768ad89d79536e",
+		"WETH": "0x53320bE2A35649E9B2a0f244f9E9474929d3B699"
 	}
 }

packages/contracts/contracts/PortfolioValuesFeed.sol

@@ -52,9 +52,9 @@ contract PortfolioValuesFeed is AccessControl, ChainlinkClient {
 	);
 	event SetJobId(bytes32 jobId);
 	event SetFee(uint256 fee);
-  	event SetOracle(address oracle);
-  	event SetLiquidityPool(address liquidityPool);
-  	event SetAddressStringMapping(address asset, string stringVersion);
+	event SetOracle(address oracle);
+	event SetLiquidityPool(address liquidityPool);
+	event SetAddressStringMapping(address asset, string stringVersion);
 
 	/**
 	 * @notice Executes once when a contract is created to initialize state variables
@@ -85,35 +85,35 @@ contract PortfolioValuesFeed is AccessControl, ChainlinkClient {
 	///////////////
 	/// setters ///
 	///////////////
-  	
+
 	function setjobId(string memory _jobId) external {
-    	_onlyGovernor();
+		_onlyGovernor();
 		jobId = stringToBytes32(_jobId);
-    	emit SetJobId(jobId);
-  	}
+		emit SetJobId(jobId);
+	}
 
 	function setFee(uint256 _fee) external {
-    	_onlyGovernor();
+		_onlyGovernor();
 		fee = _fee;
 		emit SetFee(_fee);
-  	}
+	}
 
-  	function setOracle(address _oracle) external {
-    	_onlyGovernor();
-    	oracle = _oracle;
-    	emit SetOracle(_oracle);
-  	}
+	function setOracle(address _oracle) external {
+		_onlyGovernor();
+		oracle = _oracle;
+		emit SetOracle(_oracle);
+	}
 
 	function setLiquidityPool(address _liquidityPool) external {
 		_onlyGovernor();
 		liquidityPool = ILiquidityPool(_liquidityPool);
-    	emit SetLiquidityPool(_liquidityPool);
+		emit SetLiquidityPool(_liquidityPool);
 	}
 
 	function setAddressStringMapping(address _asset, string memory _stringVersion) external {
 		_onlyGovernor();
 		stringedAddresses[_asset] = _stringVersion;
-    	emit SetAddressStringMapping(_asset, _stringVersion);
+		emit SetAddressStringMapping(_asset, _stringVersion);
 	}
 
 	function setLink(address _link) external {
@@ -234,19 +234,15 @@ contract PortfolioValuesFeed is AccessControl, ChainlinkClient {
 	/// internal helpers //
 	///////////////////////
 
-	function stringToBytes32(string memory source)
-        private
-        pure
-        returns (bytes32 result)
-    {
-        bytes memory tempEmptyStringTest = bytes(source);
-        if (tempEmptyStringTest.length == 0) {
-            return 0x0;
-        }
-
-        assembly {
-            // solhint-disable-line no-inline-assembly
-            result := mload(add(source, 32))
-        }
-    }
+	function stringToBytes32(string memory source) private pure returns (bytes32 result) {
+		bytes memory tempEmptyStringTest = bytes(source);
+		if (tempEmptyStringTest.length == 0) {
+			return 0x0;
+		}
+
+		assembly {
+			// solhint-disable-line no-inline-assembly
+			result := mload(add(source, 32))
+		}
+	}
 }

packages/contracts/contracts/mocks/MockPortfolioValuesFeed.sol

@@ -129,9 +129,8 @@ contract MockPortfolioValuesFeed is AccessControl, ChainlinkClient {
 		int256 _vega,
 		int256 _theta,
 		int256 _callPutsValue,
-		uint256 _spotPrice
-	) external // recordChainlinkFulfillment(_requestId)
-	{
+		uint256 _spotPrice // recordChainlinkFulfillment(_requestId)
+	) external {
 		Types.PortfolioValues memory portfolioValue = Types.PortfolioValues({
 			delta: _delta,
 			gamma: _gamma,

packages/contracts/deploy/Contract-addresses.md

@@ -73,3 +73,47 @@ accounting: '0x8DE2e57c48F7e6D12B4193311C2bC1d5e6C4C2bd'
 uniswapV3HedgingReactor: '0xaa5FcA49bd299E7A3fd1a4b0CB89039413D5580C'
 
 perpHedgingReactor: '0xed7a8131A77350967D0E0BF6290873F3f406567f'
+
+## ARBITRUM GOERLI ALPHA
+
+OpynController: '0x11a602a5F5D823c103bb8b7184e22391Aae5F4C2'
+
+OpynAddressBook: '0xd6e67bF0b1Cdb34C37f31A2652812CB30746a94A'
+
+OpynOracle: '0x35578F5A49E1f1Cf34ed780B46A0BdABA23D4C0b'
+
+OpynNewCalculator: '0xcD270e755C2653e806e16dD3f78E16C89B7a1c9e'
+
+OpynOptionRegistry: '0x48A74b742bd97545ace8B0876F5BA7ED19DF6579'
+
+priceFeed: '0xDcA6c35228acb82363406CB2e7eee81B40c692aE'
+
+volFeed: '0x9Fc909273C6aF5b6fFd389Fa2B44492ff88a3be6'
+
+optionProtocol: '0x865Bd85b7275a33C87E8a7E31a125DD6338e6747'
+
+liquidityPool: '0x2ceDe96cd46C9B751EeB868A57FEDeD060Dbe6Bf'
+
+authority: '0xA524f4F9046a243c67A07dDE2D9477bf320Ed89E'
+
+portfolioValuesFeed: '0xbFC1eDc5c07ada83e0244b37A784486633910cD7'
+
+optionHandler: '0x8a265fa22aa5AF86fa763dC2cF04661bf06A52E6'
+
+opynInteractions: '0x5e5A98E2F7c71B159B9Ed771E4138d4B2464708c'
+
+normDist: '0xf63395764CAA20a54bF33fdCCdbC03b2BDc67453'
+
+BlackScholes: '0x8D3ac248d2598c0C43e1D48e5ad59093F9Cb1d40'
+
+optionsCompute: '0x8090b463afd758B59089905dc956300824cb2388'
+
+accounting: '0xCCc6ebF870aCcD83043e8dafaeB4366A4D1a2836'
+
+uniswapV3HedgingReactor: '0xE5b8F3b414a80b8C40ba438292Eb37918324d285'
+
+perpHedgingReactor: '0x34f5c89fC6b053728F264cd7f9F1cdFB887AEf86'
+
+USDC: '0x6775842ae82bf2f0f987b10526768ad89d79536e'
+
+WETH: '0x53320bE2A35649E9B2a0f244f9E9474929d3B699'

packages/contracts/deploy/arbitrum-rinkeby/ArbitrumRinkebyAlphaDeploy.ts → packages/contracts/deploy/arbitrum-goerli/ArbitrumGoerliAlphaDeploy.ts

@@ -5,38 +5,41 @@ import { truncate } from "@ragetrade/sdk"
 import { toWei } from "../../utils/conversion-helper"
 import hre, { ethers } from "hardhat"
 import path from "path"
-import { WETH } from "../../types/WETH"
-import { ERC20Interface } from "../../types/ERC20Interface"
-import { MintableERC20 } from "../../types/MintableERC20"
-import { OptionRegistry } from "../../types/OptionRegistry"
-import { PriceFeed } from "../../types/PriceFeed"
-import { VolatilityFeed } from "../../types/VolatilityFeed"
-import { AlphaOptionHandler } from "../../types/AlphaOptionHandler"
-import { Protocol } from "../../types/Protocol"
-import { LiquidityPool } from "../../types/LiquidityPool"
+
 import LiquidityPoolSol from "../../artifacts/contracts/LiquidityPool.sol/LiquidityPool.json"
-import { AlphaPortfolioValuesFeed } from "../../types/AlphaPortfolioValuesFeed"
-import { Accounting } from "../../types/Accounting"
-import { BlackScholes } from "../../types/BlackScholes"
-import { NormalDist } from "../../types/NormalDist"
-import { PerpHedgingReactor } from "../../types/PerpHedgingReactor"
+import {
+	WETH,
+	ERC20Interface,
+	MintableERC20,
+	OptionRegistry,
+	PriceFeed,
+	VolatilityFeed,
+	AlphaOptionHandler,
+	Protocol,
+	LiquidityPool,
+	AlphaPortfolioValuesFeed,
+	Accounting,
+	BlackScholes,
+	NormalDist,
+	PerpHedgingReactor
+} from "../../types"
 
 const addressPath = path.join(__dirname, "..", "..", "..", "contracts.json")
 
-//	Arbitrum rinkeby specific contract addresses. Change for other networks
-const chainlinkOracleAddress = "0x5f0423B1a6935dc5596e7A24d98532b67A0AeFd8"
-const gammaOracleAddress = "0xe4d64aed5e76bCcE2C255f3c819f4C3817D42f19"
-const opynControllerProxyAddress = "0x2acb561509a082bf2c58ce86cd30df6c2c2017f6"
-const opynAddressBookAddress = "0x2d3E178FFd961BD8C0b035C926F9f2363a436DdC"
-const opynNewCalculatorAddress = "0xa91B46bDDB891fED2cEE626FB03E2929702951A6"
-const oTokenFactoryAddress = "0xcBcC61d56bb2cD6076E2268Ea788F51309FA253B"
-const marginPoolAddress = "0xDD91EB7C3822552D89a5Cb8D4166B1EB19A36Ff2"
-
-// rage trade addresses for Arbitrum Rinkeby
-const clearingHouseAddress = "0xe3B8eF0C2Ed6d8318F0b1b50A072e0cB508CDB04"
-const vETHAddress = "0x164B8C1c65b73638e4C24dB781a0f41a87ba0501"
-const usdcAddress = "0x33a010E74A354bd784a62cca3A4047C1A84Ceeab"
-const wethAddress = "0xFCfbfcC11d12bCf816415794E5dc1BBcc5304e01"
+//	Arbitrum Goerli specific contract addresses. Change for other networks
+const chainlinkOracleAddress = "0x62CAe0FA2da220f43a51F86Db2EDb36DcA9A5A08"
+const gammaOracleAddress = "0x35578F5A49E1f1Cf34ed780B46A0BdABA23D4C0b"
+const opynControllerProxyAddress = "0x11a602a5F5D823c103bb8b7184e22391Aae5F4C2"
+const opynAddressBookAddress = "0xd6e67bF0b1Cdb34C37f31A2652812CB30746a94A"
+const opynNewCalculatorAddress = "0xcD270e755C2653e806e16dD3f78E16C89B7a1c9e"
+const oTokenFactoryAddress = "0xB19d2eA6f662b13F530CB84B048877E5Ed0bD8FE"
+const marginPoolAddress = "0x0E0Ad3eA82EFAeAFb4476f5E8225b4746B88FD9f"
+
+// rage trade addresses for Arbitrum Goerli
+const clearingHouseAddress = "0x7047343e3eF25505263116212EE74430A2A12257"
+const vETHAddress = "0xC85c06FCF9355876DF51a90C2c0290ECa913A04f"
+const usdcAddress = "0x6775842ae82bf2f0f987b10526768ad89d79536e"
+const wethAddress = "0x53320bE2A35649E9B2a0f244f9E9474929d3B699"
 
 // uniswap v3 addresses (SAME FOR ALL CHAINS)
 const uniswapV3SwapRouter = "0xE592427A0AEce92De3Edee1F18E0157C05861564"
@@ -47,8 +50,6 @@ const maxCallStrikePrice = utils.parseEther("5000")
 const minPutStrikePrice = utils.parseEther("500")
 const maxPutStrikePrice = utils.parseEther("5000")
 const bidAskSpread = toWei("0.05")
-const maxTimeDeviationThreshold = 600
-const maxPriceDeviationThreshold = toWei("1")
 
 const liquidityPoolTokenName = "Rysk DHV ETH/USDC"
 const liquidityPoolTokenTicker = "ryUSDC-ETH"
@@ -96,8 +97,7 @@ async function main() {
 		portfolioValuesFeed,
 		authority.address,
 		priceFeed,
-		blackScholes,
-		normDist
+		blackScholes
 	)
 	const liquidityPool = lpParams.liquidityPool
 	const handler = lpParams.handler
@@ -113,28 +113,29 @@ async function main() {
 		// @ts-ignore
 		contractAddresses = JSON.parse(fs.readFileSync(addressPath))
 	} catch {
-		contractAddresses = { localhost: {}, arbitrumRinkeby: {} }
+		contractAddresses = { localhost: {}, arbitrumGoerli: {} }
 	}
 
 	// @ts-ignore
-	contractAddresses["arbitrumRinkeby"]["OpynController"] = opynControllerProxyAddress
-	contractAddresses["arbitrumRinkeby"]["OpynAddressBook"] = opynAddressBookAddress
-	contractAddresses["arbitrumRinkeby"]["OpynOracle"] = gammaOracleAddress
-	contractAddresses["arbitrumRinkeby"]["OpynNewCalculator"] = opynNewCalculatorAddress
-	contractAddresses["arbitrumRinkeby"]["OpynOptionRegistry"] = optionRegistry.address
-	contractAddresses["arbitrumRinkeby"]["priceFeed"] = priceFeed.address
-	contractAddresses["arbitrumRinkeby"]["volFeed"] = volFeed.address
-	contractAddresses["arbitrumRinkeby"]["optionProtocol"] = optionProtocol.address
-	contractAddresses["arbitrumRinkeby"]["liquidityPool"] = liquidityPool.address
-	contractAddresses["arbitrumRinkeby"]["authority"] = authority.address
-	contractAddresses["arbitrumRinkeby"]["portfolioValuesFeed"] = portfolioValuesFeed.address
-	contractAddresses["arbitrumRinkeby"]["optionHandler"] = handler.address
-	contractAddresses["arbitrumRinkeby"]["opynInteractions"] = interactions.address
-	contractAddresses["arbitrumRinkeby"]["normDist"] = normDist.address
-	contractAddresses["arbitrumRinkeby"]["BlackScholes"] = blackScholes.address
-	contractAddresses["arbitrumRinkeby"]["accounting"] = accounting.address
-	contractAddresses["arbitrumRinkeby"]["uniswapV3HedgingReactor"] = uniswapV3HedgingReactor.address
-	contractAddresses["arbitrumRinkeby"]["perpHedgingReactor"] = perpHedgingReactor.address
+	contractAddresses["arbitrumGoerli"]["OpynController"] = opynControllerProxyAddress
+	contractAddresses["arbitrumGoerli"]["OpynAddressBook"] = opynAddressBookAddress
+	contractAddresses["arbitrumGoerli"]["OpynOracle"] = gammaOracleAddress
+	contractAddresses["arbitrumGoerli"]["OpynNewCalculator"] = opynNewCalculatorAddress
+	contractAddresses["arbitrumGoerli"]["OpynOptionRegistry"] = optionRegistry.address
+	contractAddresses["arbitrumGoerli"]["priceFeed"] = priceFeed.address
+	contractAddresses["arbitrumGoerli"]["volFeed"] = volFeed.address
+	contractAddresses["arbitrumGoerli"]["optionProtocol"] = optionProtocol.address
+	contractAddresses["arbitrumGoerli"]["liquidityPool"] = liquidityPool.address
+	contractAddresses["arbitrumGoerli"]["authority"] = authority.address
+	contractAddresses["arbitrumGoerli"]["portfolioValuesFeed"] = portfolioValuesFeed.address
+	contractAddresses["arbitrumGoerli"]["optionHandler"] = handler.address
+	contractAddresses["arbitrumGoerli"]["opynInteractions"] = interactions.address
+	contractAddresses["arbitrumGoerli"]["normDist"] = normDist.address
+	contractAddresses["arbitrumGoerli"]["BlackScholes"] = blackScholes.address
+	contractAddresses["arbitrumGoerli"]["accounting"] = accounting.address
+	contractAddresses["arbitrumGoerli"]["uniswapV3HedgingReactor"] = uniswapV3HedgingReactor.address
+	contractAddresses["arbitrumGoerli"]["perpHedgingReactor"] = perpHedgingReactor.address
+	contractAddresses["arbitrumGoerli"]["optionsCompute"] = optionsCompute.address
 
 	fs.writeFileSync(addressPath, JSON.stringify(contractAddresses, null, 4))
 
@@ -412,8 +413,7 @@ export async function deployLiquidityPool(
 	pvFeed: AlphaPortfolioValuesFeed,
 	authority: string,
 	priceFeed: PriceFeed,
-	blackScholes: BlackScholes,
-	normDist: NormalDist
+	blackScholes: BlackScholes
 ) {
 	const optionsCompFactory = await ethers.getContractFactory("OptionsCompute", {
 		libraries: {}
@@ -609,7 +609,7 @@ export async function deployLiquidityPool(
 				usd.address,
 				weth.address,
 				liquidityPool.address,
-				3000,
+				500,
 				priceFeed.address,
 				authority
 			]
@@ -626,8 +626,6 @@ export async function deployLiquidityPool(
 	console.log("hedging reactors added to liquidity pool")
 
 	return {
-		normDist,
-		blackScholes,
 		optionsCompute,
 		liquidityPool: liquidityPool,
 		handler: handler,